For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -16.60% | -30.10% | -42.62% |
| Price Trend ⓘ | -0.74 | -0.75 | -0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.13% | 41.74% | 48.35% |
| Max Drawdown ⓘ | -36.51% | -40.85% | -55.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -0.77 | -0.98 |
| Calmar Ratio ⓘ | -0.45 | -0.74 | -0.77 |
| Sortino Ratio ⓘ | -0.46 | -0.80 | -1.10 |